Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance - Trueck, Stefan (Postdoctoral Research Fellow, School of Economics and Finance, Queensland University of Technology, Australia) - Libros - Elsevier Science Publishing Co Inc - 9780123736833 - 1 de diciembre de 2008
En caso de que portada y título no coincidan, el título será el correcto

Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices - Academic Press Advanced Finance

Precio
$ 115,99
sin IVA

Pedido desde almacén remoto

Entrega prevista 22 de jun. - 9 de jul.
Añadir a tu lista de deseos de iMusic

Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II. This book addresses one aspect of these ratings systems which is credit migrations.


280 pages, Illustrated

Medios de comunicación Libros     Hardcover Book   (Libro con lomo y cubierta duros)
Publicado 1 de diciembre de 2008
Fecha de lanzamiento original 2009
ISBN13 9780123736833
Editores Elsevier Science Publishing Co Inc
Páginas 280
Dimensiones 160 × 239 × 21 mm   ·   580 g
Lengua Inglés  

Mere med samme udgiver